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Financial Analysts Journal Volume 61, 2005 - Issue 4
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PORTFOLIO MANAGEMENT

Allocation Betas

Martin L. Leibowitz Martin L. Leibowitz is a managing director at Morgan Stanley, New York City.
&
Anthony Bova Anthony Bova, CFA, is an associate at Morgan Stanley, New York City.
, CFA
Pages 70-82 | Published online: 02 Jan 2019

References

  • Leibowitz, Martin. 2004a. “The Changing Role of the Policy Portfolio.” Points of Inflection: New Directions for Portfolio Management. Charlottesville, VA: CFA Institute: 30–38.
  • Leibowitz, Martin. 2004b. “The β-Plus Measure in Asset Allocation.” Journal of Portfolio Management, vol. 30, no. 3 (Spring): 26–36.
  • Leibowitz, Martin, and Anthony Bova. 2004a. “Structural Betas: The Key Risk Factor in Asset Allocation.” Morgan Stanley Research Notes (21 June).
  • Leibowitz, Martin, and Anthony Bova. 2004b. “Structural Alphas and Portfolio Triage.” Morgan Stanley Research Notes (7 July).
  • Leibowitz, Martin, and Anthony Bova. 2004c. “Triaged Alpha Risk and the Beta-Plus Measure.” Morgan Stanley Research Notes (16 July).
  • Leibowitz, Martin, and Anthony Bova. 2004d. “Beyond Diversification: Dragon Risk.” Morgan Stanley Research Notes (21 July).
  • Leibowitz, Martin, and Anthony Bova. 2004e. “Increasing Relative Returns with Structural Alphas.” Morgan Stanley Research Notes (14 October).
  • Leibowitz, Martin, and Anthony Bova. 2004f. “Relative Returns within a Constant-Beta Framework.” Morgan Stanley Research Notes (4 November).
  • Leibowitz, Martin, and Anthony Bova. 2005. “The Efficient Frontier Using ‘Alpha Cores’.” Morgan Stanley Research Notes (7 January).
  • Markowitz, Harry. 1959. Portfolio Selection: Efficient Diversification of Investments. New York: John Wiley & Sons.

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